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Katsutoshi Wakai

This is information that was supplied by Katsutoshi Wakai in registering through RePEc. If you are Katsutoshi Wakai , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name:Katsutoshi
Middle Name:
Last Name:Wakai
RePEc Short-ID:pwa646
[This author has chosen not to make the email address public]
Kyoto, Japan

: (075)753-3400
Yoshida-Honmachi, Sakyo-ku, Kyoto 606-8501
RePEc:edi:fekyojp (more details at EDIRC)
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  1. Masahiko Egami & Yuki Shigeta & Katsutoshi Wakai, 2016. "An Irreversible Change of Correlations in the US Equities Market and Difficulties in Using the Information," Discussion papers e-15-013, Graduate School of Economics , Kyoto University.
  2. Tadashi Sekiguchi & Katsutoshi Wakai, 2016. "Repeated Games with Recursive Utility:Cournot Duopoly under Gain/Loss Asymmetry," Discussion papers e-16-006, Graduate School of Economics , Kyoto University.
  3. Katsutoshi Wakai, 2015. "Equilibrium Alpha in Asset Pricing in an Ambiguity-averse Economy," Discussion papers e-15-010, Graduate School of Economics , Kyoto University.
  4. Masahiko Egami & Yuki Shigeta & Katsutoshi Wakai, 2014. "The change of correlation structure across industries:an analysis in the regime-switching framework," Discussion papers e-14-002, Graduate School of Economics Project Center, Kyoto University.
  1. Wakai, Katsutoshi, 2014. "Observational equivalence and nonequivalence of subjective and robust mean–variance preferences," Economics Letters, Elsevier, vol. 124(2), pages 219-221.
  2. Katsutoshi Wakai, 2013. "Intertemporal utility smoothing under uncertainty," Theory and Decision, Springer, vol. 74(2), pages 285-310, February.
  3. Wakai, Katsutoshi, 2013. "An alternative axiomatization of intertemporal utility smoothing," Economics Letters, Elsevier, vol. 119(2), pages 224-227.
  4. Katsutoshi Wakai, 2013. "Intertemporal Utility Smoothing: Theory And Applications," The Japanese Economic Review, Japanese Economic Association, vol. 64(1), pages 16-41, 03.
  5. Wakai, Katsutoshi, 2012. "An infinite-horizon model of nonmonotone utility smoothing," Economics Letters, Elsevier, vol. 116(2), pages 170-173.
  6. Wakai, Katsutoshi, 2011. "Modeling nonmonotone preferences: The case of utility smoothing," Journal of Mathematical Economics, Elsevier, vol. 47(2), pages 213-226, March.
  7. Katsutoshi Wakai, 2008. "A Model of Utility Smoothing," Econometrica, Econometric Society, vol. 76(1), pages 137-153, 01.
  8. Katsutoshi Wakai, 2007. "Aggregation under homogeneous ambiguity: a two-fund separation result," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 30(2), pages 363-372, February.
  9. Wakai, Katsutoshi, 2007. "A note on recursive multiple-priors," Journal of Economic Theory, Elsevier, vol. 135(1), pages 567-571, July.
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 4 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-UPT: Utility Models & Prospect Theory (2) 2015-11-15 2016-07-09. Author is listed
  2. NEP-COM: Industrial Competition (1) 2016-07-09. Author is listed
  3. NEP-FMK: Financial Markets (1) 2015-11-15. Author is listed
  4. NEP-GTH: Game Theory (1) 2016-07-09. Author is listed
  5. NEP-MIC: Microeconomics (1) 2016-07-09. Author is listed

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